I feel wigs always make the cosplay.
I’ll show you some examples.

this is an example of using your normal hair for a cosplay, her cosplay is better then most. Her hair is the right color, but not exactly the right style. This can be the difference between a good cosplay, and an outstanding cosplay.
This IS a pretty good cosplay! Her hair just is not as accurate as it should be. This IS NOT in any way a bash towards this cosplayer. Just an example of the same cosplay done with a wig and without.

Here is the other example, someone using a wig for their cosplay. Her cosplay is very nice as well! Her wig is accurate and looks just like the characters hair. This is what can separate the good cosplays from the fantastic cosplays.
Using a wig is a good idea and gives you lots of options and can give you more accuracy.
The down side is, you have to get a good wig. There are many options on eBay, but really check out the cosplay.com market place.
Hope this helps! C:
—Lauderdale
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